Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 89'410 | 89'410 | 76'172 CHF | 77'068 CHF | 99.83% | 99.83% |
06.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 89'503 | 89'503 | 83'918 CHF | 84'815 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 89'578 | 89'578 | 81'735 CHF | 82'632 CHF | 99.69% | 99.69% |
02.05.2024 | 1.30% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 96'368 | 96'368 | 75'839 CHF | 76'804 CHF | 99.99% | 99.99% |
30.04.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 220'000 | 220'000 | 96'645 | 96'645 | 65'251 CHF | 66'220 CHF | 99.99% | 99.99% |
29.04.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 220'000 | 220'000 | 89'884 | 89'884 | 62'036 CHF | 62'937 CHF | 99.80% | 99.80% |
26.04.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 220'000 | 220'000 | 98'432 | 98'432 | 70'932 CHF | 71'918 CHF | 99.33% | 99.33% |
25.04.2024 | 1.80% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 98'466 | 98'466 | 62'055 CHF | 63'109 CHF | 100.00% | 100.00% |
24.04.2024 | 2.53% | 0.60 CHF | 0.61 CHF | 220'000 | 220'000 | 98'466 | 98'466 | 59'846 CHF | 61'126 CHF | 99.61% | 99.61% |
23.04.2024 | 2.02% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 103'215 | 103'215 | 52'722 CHF | 53'757 CHF | 100.00% | 100.00% |